The King is not allowed into Parliament except upon invitation. This goes back to King Charles I - at least - who came in and had members arrested. So now, the "rule" and custom is for The King (or Queen) (or his aide) to knock on the door loudly as is done in this show. If you visit Parliament, you can see the marks on the door from the annual knocking before the Queen "opens" Parliament each year. So, when the knocks happen, it is even more dramatic if you know what those knocks are portending. Don't know if this is really spoiler - but I also wanted to test the spoiler tag function!